replacement cost risk


replacement cost risk
риск потерь по возмещению; предрасчетный риск; риск замещения сделки
C&S риск того, что контрагент по еще неисполненной сделке окажется не в состоянии исполнить свои обязательства в дату расчетов (или дату наступления срока платежа), в результате чего у платежеспособного участника может возникнуть незастрахованная или открытая позиция или он может не получить прибыль от этой позиции. Величина риска потерь по возмещению равна стоимости замещения исходной транзакции по текущим ценам рынка
SYN:

Англо-русский словарь терминов по депозитарному хранению и клирингу. . 2002-2009.

Смотреть что такое "replacement cost risk" в других словарях:

  • Replacement Risk — The risk that a contract holder will know that the counterparty will be unable to meet the terms of a contract, creating the need for a replacement contract. Also known as replacement cost risk . For example, if a counterparty in an agreement… …   Investment dictionary

  • Replacement value — The term replacement cost or replacement value refers to the amount that an entity would have to pay to replace an asset at the present time, according to its current worth. In the insurance industry, replacement cost or replacement cost value is …   Wikipedia

  • cost — The opposite of revenue. An expense that reflects the price of purchasing goods, services and financial instruments. A cash cost means that cash is given up today to the purchase. Also, the purchase price of an investment, which is compared to… …   Financial and business terms

  • Cost overrun — A cost overrun, also known as a cost increase or budget overrun, is an unexpected cost incurred in excess of a budgeted amount due to an under estimation of the actual cost during budgeting. Cost overrun should be distinguished from cost… …   Wikipedia

  • Pre-Settlement Risk — The risk that one party of a contract will fail to meet the terms of the contract and default before the contract s settlement date, prematurely ending the contract. This type of risk can lead to replacement cost risk. For example, let s say ABC… …   Investment dictionary

  • Reproduction Cost — The costs involved with identically reproducing an asset or property with the same materials and specifications as an insured property based on current prices. Insurers use reproduction cost as a method of valuation to calculate the costs… …   Investment dictionary

  • Hormone replacement therapy (female-to-male) — Hormone replacement therapy (HRT) for transgender and transsexual people replaces the hormones naturally occurring in their bodies with those of the other sex. However, not all cases of hormone replacement therapy are used by transgendered people …   Wikipedia

  • British replacement of the Trident system — A Trident missile launches from a submerged submarine The British replacement of Trident is a proposal to replace the existing Vanguard class of four Trident ballistic missile armed submarines with a new class designed to continue a nuclear… …   Wikipedia

  • Hormone replacement therapy (male-to-female) — Hormone replacement therapy (HRT) for transgender and transsexual people replaces the hormones naturally occurring in their bodies with those of the other sex. However, not all cases of hormone replacement therapy are used by transgendered people …   Wikipedia

  • Eastern span replacement of the San Francisco — San Francisco – Oakland Bay Bridge (eastern span replacement) Artistic rendition of the new eastern span of the Bay Bridge seen from Treasure Island (ca. 2014) Official name To be determ …   Wikipedia

  • Hip replacement (animal) — Hip replacement surgery can be performed on animals, (notably dogs) as well as humans. This article discusses hip replacement surgery in animals.OverviewHip replacement is a proven surgery in animals, notably dogs. It is usually performed, as in… …   Wikipedia


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